K. Antonio T. Kleinow M. Vellekoop J. Robben F. van Berkum
Scientific directors:
Katrien Antonio is full professor in actuarial science at KU Leuven (Belgium) and part-time professor in actuarial data science with the University of Amsterdam (the Netherlands). She teaches (BSc, MSc) courses on life insurance mathematics, loss models, and data science for insurance. Her research puts focus on insurance data science, with applications in insurance pricing, reserving and stochastic mortality modelling. Her work has been published in actuarial journals (e.g., ASTIN, IME, North American Actuarial Journal, Scandinavian Actuarial Journal), in statistics and OR journals. Currently, Katrien serves as vice-dean for education at the Faculty of Economics and Business (FEB), campus Leuven, and as program director of the MSc in actuarial and financial engineering at KU Leuven. Personal website: https://katrienantonio.github.io
Torsten Kleinow is full professor at the University of Amsterdam and director of the university’s Research Centre for Longevity Risk (https://rclr.nl/). He studied mathematics at Humboldt-Universität zu Berlin and received his degree in 1998. He later obtained a PhD degree in Statistics from the same institution. Before joining the University of Amsterdam in August 2022, Torsten had a post-doc position at the University of Ulm and worked as lecturer and associate professor at Heriot-Watt University in Edinburgh. He is an examiner for the Institute and Faculty of Actuaries and a former member of the IFoA’s Life Research Board. During his academic career he held several administrative roles, and he continues to participate in various international research projects related to mortality and longevity.
Michel Vellekoop is full professor in the Actuarial Sciences and Mathematical Finance group at the University of Amsterdam. He studied Applied Mathematics at the University of Twente and obtained his PhD. degree in 1998 at Imperial College in London for research on nonlinear filtering problems for stochastic processes. Since then, he has focused on applications in finance and insurance, both as an academic and as director of research for the Derivatives Technology Foundation. His main interests are valuation and risk management problems for contingent claims in complete as well as incomplete markets. He is the former vice-chair and current scientific advisor for the committee of the Dutch Actuarial Association which is responsible for the Dutch stochastic mortality model and projections that are published in even years. In 2022 he was one of the authors of the report for the Dutch government which defines the new model to generate economic scenarios that will be used by supervising authorities in the new Dutch pension system.
Assistants:
Jens Robben holds the degrees of MSc in Mathematics and MSc in Actuarial and Financial Engineering from KU Leuven. He is currently working towards a PhD in Business Economics with the actuarial research group at KU Leuven.
Frank van Berkum holds a PhD degree in Actuarial Sciences and Mathematical Finance from the University of Amsterdam, and is a Research and Lecturer there since 2018, in addition to 13 years of working experience in the private industry, where he specializes in the implementation of the standard formula of Solvency II and the analysis of longevity derivatives.
